+98.0%
NI vs AWK
-17.3%
+115.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -0.6% | -0.7% | +0.2% | -0.2% |
| 30D | -1.4% | +2.8% | -4.2% | -2.8% |
| 3M | -10.6% | +11.3% | -21.9% | -15.4% |
| 6M | -9.9% | +6.7% | -16.6% | -13.1% |
| YTD | +1.2% | +9.4% | -8.2% | -3.8% |
| 1Y | +4.4% | +3.7% | +0.7% | +1.6% |
| 3Y | +68.6% | +9.2% | +59.4% | +56.5% |
| 5Y | +98.0% | -15.7% | +113.7% | +97.3% |
| All | +98.0% | -17.3% | +115.3% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling